Investment & Finance

Trade flows and essential medical goods: Pompeo Pontone’s thoughts on the U.S. trade deficit

“The Dynamics of the U.S. Trade Deficit During COVID-19: The Role of Essential Medical Goods” is an analysis from the St. Louis Fed’s Research Division, which documented‧‧‧

26/03/2021 | Posted in: Investment & Finance → | Read the article

Pompeo Pontone’s Bullet Points Summary of Fed’s Chairman Conference

Pompeo Pontone’s bullet points summary of Jerome Powell’s press conference: 1. Fed intends to be dovish until data indicates otherwise. 2. When will the data indicate otherwise?‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article

ISM Surveys are a good predictor of inflation

“Little noticed was a recent data release showing the Fed’s preferred measure of consumer inflation is going up. Over the past 12 months core personal consumption expenditure‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article

The VIX under scrutiny of Machine Learning

For those interested in machine learning applications to financial markets, I strongly recommend this interesting paper discussing several approaches to replicate the VIX index as well as‧‧‧

24/03/2021 | Posted in: Data Science & Technology → Investment & Finance → | Read the article

Optimal Trading Without Optimal Control

In this brilliant paper, the authors present a framework to perform optimal trading, taking into account market microstructure and a long-term trading schedule without the use of‧‧‧

24/03/2021 | Posted in: Data Science & Technology → Investment & Finance → | Read the article

The Modern Monetary Policy and New Market Paradigm

The supply of money in 12 of the world’s biggest economies exploded higher in 2020. The Fed, ECB, BOJ and BOE own financial assets that now equal‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article

The Ergodicity Problem in Economics

Why could Expected Utility Theory be based on a flawed underlying model by ignoring Behavioural Economics?

24/03/2021 | Posted in: Investment & Finance → | Read the article

How government spending can be an effective way to escape recessions: Pompeo Pontone’s point of view

Quoting a work published by Regis Barnichon, Davide Debortoli, and Christian Matthes on “Economic Letter” (Federal Reserve Bank of San Francisco), “A key to designing fiscal policy‧‧‧

11/03/2021 | Read the article

Modern Monetary Policy Tools in “ample” reserve framework

The definition of Monetary Policy can be summarised as “ the policy adopted by the monetary authority of a nation to control either the interest rate payable for very short-term borrowing (borrowing by‧‧‧

15/08/2020 | Posted in: Investment & Finance → | Read the article

IMF 2020 WEO in summary and my thoughts on the markets

The IMF has recently published its World Economic Outlook, based on the data available at the time of April 2020. The decline in global activity due to‧‧‧

03/07/2020 | Posted in: Investment & Finance → | Read the article
  • Myself

    As an Investment Consultant and Specialist, Pompeo Pontone is a Professional Investor with 25 years’ experience in the fields of Investment Management, Quantitative Finance & Derivatives Trading and Data Science.

    Read the full bio

  • Social Links